An integer linear programming approach for a class of bilinear integer programs

An integer linear programming approach for a class of bilinear integer programs

We propose an Integer Linear Programming (ILP) approach for solving integer programming problems with bilinear objectives and linear constraints. Our approach is based on finding upper and lower bounds for the optimal bilinear objective function, and using the upper bound to produce a tight binary...

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Main Authors: Hu, Wuhua, Tay, Wee Peng
Other Authors: School of Electrical and Electronic Engineering
Format: Article
Language:English
Published: 2014
Subjects:
DRNTU::Engineering
Online Access:https://hdl.handle.net/10356/101178
http://hdl.handle.net/10220/19643
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-101178
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spelling sg-ntu-dr.10356-1011782020-03-07T13:57:25Z An integer linear programming approach for a class of bilinear integer programs Hu, Wuhua Tay, Wee Peng School of Electrical and Electronic Engineering DRNTU::Engineering We propose an Integer Linear Programming (ILP) approach for solving integer programming problems with bilinear objectives and linear constraints. Our approach is based on finding upper and lower bounds for the optimal bilinear objective function, and using the upper bound to produce a tight binary decomposition of an ensemble in the bilinear objective function. This allows us to transform the original problem into an equivalent ILP that can be solved efficiently. Numerical experiments suggest that the proposed approach outperforms a latest iterative ILP approach, with notable reductions in the average solution time. Accepted version 2014-06-11T02:05:50Z 2019-12-06T20:34:46Z 2014-06-11T02:05:50Z 2019-12-06T20:34:46Z 2014 2014 Journal Article Hu, W., & Tay, W. P. (2014). An integer linear programming approach for a class of bilinear integer programs. Operations Research Letters, 42(3), 226-230. https://hdl.handle.net/10356/101178 http://hdl.handle.net/10220/19643 10.1016/j.orl.2014.03.002 en Operations research letters © 2014 Elsevier B.V. This is the author created version of a work that has been peer reviewed and accepted for publication by Operations Research Letters, Elsevier B.V. It incorporates referee’s comments but changes resulting from the publishing process, such as copyediting, structural formatting, may not be reflected in this document. The published version is available at: [http://dx.doi.org/10.1016/j.orl.2014.03.002]. 13 p. application/pdf
institution Nanyang Technological University
building NTU Library
country Singapore
collection DR-NTU
language English
topic DRNTU::Engineering
spellingShingle DRNTU::Engineering
Hu, Wuhua
Tay, Wee Peng
An integer linear programming approach for a class of bilinear integer programs
description We propose an Integer Linear Programming (ILP) approach for solving integer programming problems with bilinear objectives and linear constraints. Our approach is based on finding upper and lower bounds for the optimal bilinear objective function, and using the upper bound to produce a tight binary decomposition of an ensemble in the bilinear objective function. This allows us to transform the original problem into an equivalent ILP that can be solved efficiently. Numerical experiments suggest that the proposed approach outperforms a latest iterative ILP approach, with notable reductions in the average solution time.
author2 School of Electrical and Electronic Engineering
author_facet School of Electrical and Electronic Engineering
Hu, Wuhua
Tay, Wee Peng
format Article
author Hu, Wuhua
Tay, Wee Peng
author_sort Hu, Wuhua
title An integer linear programming approach for a class of bilinear integer programs
title_short An integer linear programming approach for a class of bilinear integer programs
title_full An integer linear programming approach for a class of bilinear integer programs
title_fullStr An integer linear programming approach for a class of bilinear integer programs
title_full_unstemmed An integer linear programming approach for a class of bilinear integer programs
title_sort integer linear programming approach for a class of bilinear integer programs
publishDate 2014
url https://hdl.handle.net/10356/101178
http://hdl.handle.net/10220/19643
_version_ 1681034986567761920

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